Entropy invariance for autoregressive processes constructed by linear filtering
From MaRDI portal
Publication:2995485
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17) Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30)
Recommendations
- scientific article; zbMATH DE number 26229
- scientific article; zbMATH DE number 4192769
- Error-free filtering of an entropy-singular signal under independent distortions
- On the maximal entropy property for ARMA processes and ARMA approximation
- ARMA processes have maximal entropy among time series with prescribed autocovariances and impulse responses
Cites work
- scientific article; zbMATH DE number 53542 (Why is no real title available?)
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
- Density-free convergence properties of various estimators of entropy
- Estimation of the Entropy Functional from Dependent Samples
- Extremes in autoregressive processes with uniform marginal distributions
- Stochastic measurement procedures based on stationary time series
- The uniform autoregressive process of the second order (UAR(2))
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
Cited in
(2)
This page was built for publication: Entropy invariance for autoregressive processes constructed by linear filtering
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2995485)
